Télécharger le livre :  Separating Information Maximum Likelihood Method for High-Frequency Financial Data
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This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics.Considerable interest has been given to the estimation problem of integrated volatility and covariance by using...

Editeur : Springer
Parution : 2018-06-14
Collection : SpringerBriefs in Statistics
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